+154.4%
OKTA vs RY
+159.5%
-5.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.9% |
| 7D | -19.0% | -0.9% | -18.1% | -18.6% |
| 30D | -22.6% | +5.9% | -28.5% | -24.0% |
| 3M | +17.5% | -4.3% | +21.8% | +19.6% |
| 6M | +117.8% | +12.1% | +105.7% | +106.6% |
| YTD | +95.1% | +20.3% | +74.8% | +78.6% |
| 1Y | +96.4% | +41.0% | +55.4% | +66.1% |
| All | +154.4% | +159.5% | -5.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling